blockworks-foundation
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liquidator-v3
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Revert "Merge branch 'k8s' into main" 

This reverts commit ac8a3b8a96, reversing
changes made to 9d731bb883.
This commit is contained in:
Riordan Panayides 2022-05-13 14:10:25 +01:00
parent ac8a3b8a96
commit 3a548b48bb
13 changed files with 8 additions and 477 deletions
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61
.github/workflows/aks.yml vendored
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@ -1,61 +0,0 @@
name: Build and deploy to AKS
on:
push:
branches:
- "k8s"
env:
AZURE_CONTAINER_REGISTRY: ${{ secrets.AZURE_CONTAINER_REGISTRY }}
RESOURCE_GROUP: ${{ secrets.AZURE_RESOURCE_GROUP }}
CLUSTER_NAME: ${{ secrets.AZURE_CLUSTER_NAME }}
jobs:
build:
runs-on: ubuntu-latest
steps:
- name: Checkout
uses: actions/checkout@v3
- name: ACR Docker Login
uses: Azure/docker-login@v1
with:
login-server: ${{ env.AZURE_CONTAINER_REGISTRY }}.azurecr.io
username: ${{ secrets.AZURE_ACR_USER }}
password: ${{ secrets.AZURE_ACR_PASSWORD }}
- name: Build and Push to ACR
run: |
docker build . -t ${{ env.AZURE_CONTAINER_REGISTRY }}.azurecr.io/v3-liq:${{ github.sha }} -t ${{ env.AZURE_CONTAINER_REGISTRY }}.azurecr.io/v3-liq:latest
docker push --all-tags ${{ env.AZURE_CONTAINER_REGISTRY }}.azurecr.io/v3-liq
deploy:
runs-on: ubuntu-latest
needs: build
steps:
- name: Checkout
uses: actions/checkout@v3
- name: Azure Login
uses: azure/login@v1
with:
creds: ${{ secrets.AZURE_CREDENTIALS }}
- name: Gets K8s context
uses: azure/aks-set-context@v2.0
with:
creds: ${{ secrets.AZURE_CREDENTIALS }}
resource-group: ${{ env.RESOURCE_GROUP }}
cluster-name: ${{ env.CLUSTER_NAME }}
- name: Setup Kustomization
uses: azure/k8s-bake@v2.2
with:
renderEngine: "kustomize"
kustomizationPath: "./aks/"
kubectl-version: "latest"
id: bake
- name: Run Deployment
uses: Azure/k8s-deploy@v3.1
with:
manifests: ${{ steps.bake.outputs.manifestsBundle }}

65
.github/workflows/gke.yml vendored
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@ -1,65 +0,0 @@
name: Build and deploy to GKE
on:
push:
branches:
- "k8s"
workflow_dispatch:
env:
PROJECT_ID: ${{ secrets.GKE_PROJECT }}
GKE_CLUSTER: ${{ secrets.GKE_CLUSTER }}
GKE_ZONE: ${{ secrets.GKE_ZONE }}
DEPLOYMENT_NAME: v3-liq
IMAGE: v3-liq
jobs:
setup-build-publish-deploy:
name: Setup, Build, Publish, and Deploy
runs-on: ubuntu-latest
steps:
- name: Checkout
uses: actions/checkout@v2
# Setup gcloud CLI
- uses: google-github-actions/setup-gcloud@v0
with:
service_account_key: ${{ secrets.GKE_SA_KEY }}
project_id: ${{ secrets.GKE_PROJECT }}
# Configure docker to use the gcloud command-line tool as a credential helper
- run: |-
gcloud --quiet auth configure-docker
# Get the GKE credentials so we can deploy to the cluster
- uses: google-github-actions/get-gke-credentials@v0
with:
cluster_name: ${{ env.GKE_CLUSTER }}
location: ${{ env.GKE_ZONE }}
credentials: ${{ secrets.GKE_SA_KEY }}
# Build the Docker image
- name: Build
run: |-
docker build \
--tag "gcr.io/$PROJECT_ID/$IMAGE:$GITHUB_SHA" \
--build-arg GITHUB_SHA="$GITHUB_SHA" \
--build-arg GITHUB_REF="$GITHUB_REF" \
.
# Push the Docker image to gcr
- name: Publish
run: |-
docker push "gcr.io/$PROJECT_ID/$IMAGE:$GITHUB_SHA"
# Set up kustomize
- name: Set up Kustomize
run: |-
curl --location https://github.com/kubernetes-sigs/kustomize/releases/download/kustomize%2Fv4.2.0/kustomize_v4.2.0_linux_amd64.tar.gz | tar xz
chmod u+x ./kustomize
# Deploy GKE cluster
- name: Deploy
run: |-
./kustomize edit set image gcr.io/PROJECT_ID/IMAGE:TAG=gcr.io/$PROJECT_ID/$IMAGE:$GITHUB_SHA
./kustomize build . | kubectl apply -f -
kubectl rollout status deployment/$DEPLOYMENT_NAME
kubectl get services -o wide

19
Dockerfile
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@ -1,19 +0,0 @@
FROM node:16 AS v3-ts
# install dependencies
COPY package.json package.json
COPY yarn.lock yarn.lock
RUN yarn install --network-concurrency 1
# build typescript code
COPY src src
COPY test test
COPY tsconfig.json tsconfig.json
RUN yarn build
FROM node:16 AS v3-liq
COPY --from=v3-ts node_modules node_modules
COPY --from=v3-ts lib lib
CMD node lib/liquidator.js

62
aks/deploy-v3-liq-1.yml
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@ -1,62 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: v3-liq-1
namespace: default
spec:
replicas: 1
selector:
matchLabels:
app: v3-liq-1
strategy:
rollingUpdate:
maxSurge: 1
maxUnavailable: 1
minReadySeconds: 5
template:
metadata:
labels:
app: v3-liq-1
spec:
containers:
- name: v3-liq
image: mango.azurecr.io/v3-liq:latest
imagePullPolicy: Always
resources:
limits:
cpu: 1250m
memory: 6Gi
requests:
cpu: 1000m
memory: 4Gi
securityContext:
allowPrivilegeEscalation: false
readOnlyRootFilesystem: true
runAsNonRoot: true
runAsUser: 1000
env:
- name: NODE_OPTIONS
value: --max_old_space_size=4096
- name: CLUSTER
value: mainnet
- name: GROUP
value: mainnet.1
- name: INTERVAL
value: "3000"
- name: LIAB_LIMIT
value: "0.7"
- name: PRIVATE_KEY
valueFrom:
secretKeyRef:
name: v3-liq-aks
key: private-key
- name: ENDPOINT_URL
valueFrom:
secretKeyRef:
name: v3-liq-aks
key: endpoint-url
- name: WEBHOOK_URL
valueFrom:
secretKeyRef:
name: v3-liq-aks
key: webhook-url

62
aks/deploy-v3-liq.yml
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@ -1,62 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: v3-liq
namespace: default
spec:
replicas: 1
selector:
matchLabels:
app: v3-liq
strategy:
rollingUpdate:
maxSurge: 1
maxUnavailable: 1
minReadySeconds: 5
template:
metadata:
labels:
app: v3-liq
spec:
containers:
- name: v3-liq
image: mango.azurecr.io/v3-liq:latest
imagePullPolicy: Always
resources:
limits:
cpu: 1250m
memory: 6Gi
requests:
cpu: 1000m
memory: 4Gi
securityContext:
allowPrivilegeEscalation: false
readOnlyRootFilesystem: true
runAsNonRoot: true
runAsUser: 1000
env:
- name: NODE_OPTIONS
value: --max_old_space_size=4096
- name: CLUSTER
value: mainnet
- name: GROUP
value: mainnet.1
- name: INTERVAL
value: "3000"
- name: LIAB_LIMIT
value: "0.7"
- name: PRIVATE_KEY
valueFrom:
secretKeyRef:
name: v3-liq-aks
key: private-key
- name: ENDPOINT_URL
valueFrom:
secretKeyRef:
name: v3-liq-aks
key: endpoint-url
- name: WEBHOOK_URL
valueFrom:
secretKeyRef:
name: v3-liq-aks
key: webhook-url

5
aks/kustomization.yml
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@ -1,5 +0,0 @@
apiVersion: kustomize.config.k8s.io/v1beta1
kind: Kustomization
resources:
- deploy-v3-liq.yml
- deploy-v3-liq-1.yml

64
gke/deploy-v3-liq-laf-1.yml
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@ -1,64 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: v3-liq-laf-1
namespace: default
spec:
replicas: 1
selector:
matchLabels:
app: v3-liq-laf-1
strategy:
rollingUpdate:
maxSurge: 1
maxUnavailable: 1
minReadySeconds: 5
template:
metadata:
labels:
app: v3-liq-laf-1
spec:
containers:
- name: v3-liq
image: gcr.io/PROJECT_ID/IMAGE:TAG
imagePullPolicy: Always
resources:
limits:
cpu: 500m
memory: 256Mi
requests:
cpu: 250m
memory: 128Mi
securityContext:
allowPrivilegeEscalation: false
readOnlyRootFilesystem: true
runAsNonRoot: true
runAsUser: 1000
env:
- name: NODE_OPTIONS
value: --max_old_space_size=4096
- name: CLUSTER
value: mainnet
- name: GROUP
value: mainnet.1
- name: INTERVAL
value: "2500"
- name: LIAB_LIMIT
value: "0.7"
- name: LIQUIDATABLE_FEED_WEBSOCKET_ADDRESS
value: ws://10.121.128.69:9123
- name: PRIVATE_KEY
valueFrom:
secretKeyRef:
name: v3-liq-laf
key: private-key
- name: ENDPOINT_URL
valueFrom:
secretKeyRef:
name: v3-liq-laf
key: endpoint-url
- name: WEBHOOK_URL
valueFrom:
secretKeyRef:
name: v3-liq-laf
key: webhook-url

64
gke/deploy-v3-liq-laf.yml
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@ -1,64 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: v3-liq-laf
namespace: default
spec:
replicas: 1
selector:
matchLabels:
app: v3-liq-laf
strategy:
rollingUpdate:
maxSurge: 1
maxUnavailable: 1
minReadySeconds: 5
template:
metadata:
labels:
app: v3-liq-laf
spec:
containers:
- name: v3-liq
image: gcr.io/PROJECT_ID/IMAGE:TAG
imagePullPolicy: Always
resources:
limits:
cpu: 500m
memory: 256Mi
requests:
cpu: 250m
memory: 128Mi
securityContext:
allowPrivilegeEscalation: false
readOnlyRootFilesystem: true
runAsNonRoot: true
runAsUser: 1000
env:
- name: NODE_OPTIONS
value: --max_old_space_size=4096
- name: CLUSTER
value: mainnet
- name: GROUP
value: mainnet.1
- name: INTERVAL
value: "2500"
- name: LIAB_LIMIT
value: "0.7"
- name: LIQUIDATABLE_FEED_WEBSOCKET_ADDRESS
value: ws://10.121.128.69:9123
- name: PRIVATE_KEY
valueFrom:
secretKeyRef:
name: v3-liq-laf
key: private-key
- name: ENDPOINT_URL
valueFrom:
secretKeyRef:
name: v3-liq-laf
key: endpoint-url
- name: WEBHOOK_URL
valueFrom:
secretKeyRef:
name: v3-liq-laf
key: webhook-url

62
gke/deploy-v3-liq.yml
View File

@ -1,62 +0,0 @@
apiVersion: apps/v1
kind: Deployment
metadata:
name: v3-liq
namespace: default
spec:
replicas: 1
selector:
matchLabels:
app: v3-liq
strategy:
rollingUpdate:
maxSurge: 1
maxUnavailable: 1
minReadySeconds: 5
template:
metadata:
labels:
app: v3-liq
spec:
containers:
- name: v3-liq
image: gcr.io/PROJECT_ID/IMAGE:TAG
imagePullPolicy: Always
resources:
limits:
cpu: 1250m
memory: 6Gi
requests:
cpu: 1000m
memory: 4Gi
securityContext:
allowPrivilegeEscalation: false
readOnlyRootFilesystem: true
runAsNonRoot: true
runAsUser: 1000
env:
- name: NODE_OPTIONS
value: --max_old_space_size=4096
- name: CLUSTER
value: mainnet
- name: GROUP
value: mainnet.1
- name: INTERVAL
value: "3000"
- name: LIAB_LIMIT
value: "0.7"
- name: PRIVATE_KEY
valueFrom:
secretKeyRef:
name: v3-liq
key: private-key
- name: ENDPOINT_URL
valueFrom:
secretKeyRef:
name: v3-liq
key: endpoint-url
- name: WEBHOOK_URL
valueFrom:
secretKeyRef:
name: v3-liq
key: webhook-url

5
kustomization.yml
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@ -1,5 +0,0 @@
apiVersion: kustomize.config.k8s.io/v1beta1
kind: Kustomization
resources:
- gke/deploy-v3-liq-laf.yml
- gke/deploy-v3-liq-laf-1.yml

3
package.json
View File

@ -6,7 +6,6 @@
"main": "lib/src/index.js",
"types": "lib/src/index.d.ts",
"scripts": {
"build": "tsc",
"liquidator": "ts-node src/liquidator.ts",
"test-liquidator": "ts-node test/liquidator.test.ts"
},
@ -58,4 +57,4 @@
"@types/bn.js": "5.1.0",
"@solana/web3.js": "^1.31.0"
}
}
}

11
src/liquidator.ts
View File

@ -603,10 +603,11 @@ async function liquidateAccount(
}
for (let r = 0; r < 5 && liqee.hasAnySpotOrders(); r++) {
for (let i = 0; i < mangoGroup.spotMarkets.length; i++) {
for (let i = 0; i < groupIds.spotMarkets.length; i++) {
if (liqee.inMarginBasket[i]) {
const spotMarket = spotMarkets[i];
const baseRootBank = rootBanks[i];
const spotMarketConfig = groupIds.spotMarkets[i];
const spotMarket = spotMarkets[spotMarketConfig.marketIndex];
const baseRootBank = rootBanks[spotMarketConfig.marketIndex];
const quoteRootBank = rootBanks[QUOTE_INDEX];
if (baseRootBank && quoteRootBank) {
@ -1274,7 +1275,7 @@ async function closePositions(
side,
orderPrice,
basePositionSize,
'limit',
'ioc',
0,
bookSideInfo ? bookSideInfo : undefined,
true,
@ -1326,4 +1327,4 @@ process.on('unhandledRejection', (err: any, p: any) => {
console.error(`Unhandled rejection: ${err} promise: ${p})`, err);
});
main();
main();

2
yarn.lock
View File

@ -2242,4 +2242,4 @@ yn@3.1.1:
yocto-queue@^0.1.0:
version "0.1.0"
resolved "https://registry.yarnpkg.com/yocto-queue/-/yocto-queue-0.1.0.tgz#0294eb3dee05028d31ee1a5fa2c556a6aaf10a1b"
integrity sha512-rVksvsnNCdJ/ohGc6xgPwyN8eheCxsiLM8mxuE/t/mOVqJewPuO1miLpTHQiRgTKCLexL4MeAFVagts7HmNZ2Q==
integrity sha512-rVksvsnNCdJ/ohGc6xgPwyN8eheCxsiLM8mxuE/t/mOVqJewPuO1miLpTHQiRgTKCLexL4MeAFVagts7HmNZ2Q==